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Overcoming the curse of dimensionality in the numerical approximation of semilinear parabolic partial differential equations

Hutzenthaler, Martin, Jentzen, Arnulf, Kruse, Thomas, Nguyen, Tuan Anh, von Wurstemberger, Philippe

2020PUB – Publications at Bielefeld University (Bielefeld University)56 citations

Abstract

Hutzenthaler M, Jentzen A, Kruse T, Nguyen TA, von Wurstemberger P. Overcoming the curse of dimensionality in the numerical approximation of semilinear parabolic partial differential equations. <em>Proceedings of the Royal Society A: Mathematical, Physical and Engineering Sciences</em>. 2020;476(2244).

Topics & Concepts

Curse of dimensionalityLipschitz continuityMathematicsPartial differential equationReciprocalDimension (graph theory)Applied mathematicsParabolic partial differential equationMathematical analysisPure mathematicsLinguisticsStatisticsPhilosophyFluid Dynamics and Turbulent FlowsProbabilistic and Robust Engineering DesignNumerical methods in inverse problems
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